Last Update: 4 Jun 2020 10:15 GMT+0
The Canada 10Y Government Bond has a 0.616% yield.
10 Years vs 2 Years bond spread is 29.8 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 33.00 and implied probability of default is 0.55%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 6.2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 13.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 29.8 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 33.00 | 0.00 % | 0.00 % | +0.30 % | 0.55 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.183% | 0.0 bp | -151.4 bp | ||||||
| 2 months | 0.142% | -4.2 bp | -152.0 bp | ||||||
| 3 months | 0.179% | -7.9 bp | -148.7 bp | ||||||
| 6 months | 0.227% | -7.4 bp | -146.8 bp | ||||||
| 1 year | 0.256% | -6.0 bp | -146.0 bp | 99.74 | +0.06 % | +1.45 % | |||
| 2 years | 0.318% | +0.7 bp | -131.9 bp | 99.37 | -0.01 % | +2.65 % | |||
| 3 years | 0.310% | +1.8 bp | -130.5 bp | 99.08 | -0.05 % | +3.96 % | |||
| 4 years | 0.387% | +0.9 bp | -120.1 bp | 98.47 | -0.03 % | +4.88 % | |||
| 5 years | 0.449% | +3.9 bp | -111.8 bp | 97.78 | -0.19 % | +5.69 % | |||
| 7 years | 0.454% | +3.6 bp | -110.3 bp | 96.88 | -0.25 % | +7.94 % | |||
| 10 years | 0.616% | +4.5 bp | -93.2 bp | 94.04 | -0.46 % | +9.65 % | |||
| 20 years | 0.983% | +6.1 bp | -65.4 bp | 82.23 | -1.20 % | +13.78 % | |||
| 30 years | 1.202% | +8.3 bp | -42.7 bp | 69.88 | -2.43 % | +13.48 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 0.616% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 97.0 bp | -16.9 | -90.2 | ||
| France 10Y | 61.0 bp | -2.5 | -95.3 | ||
| Japan 10Y | 58.6 bp | 0.0 | -100.2 | ||
| United Kingdom 10Y | 34.7 bp | 0.0 | -47.0 | ||
| Spain 10Y | -0.7 bp | +24.5 | -111.8 | ||
| United States 10Y | -13.0 bp | -7.0 | +10.0 | ||
| Australia 10Y | -40.0 bp | -13.2 | -85.8 | ||
| Italy 10Y | -95.1 bp | +25.7 | -112.2 | ||
| China 10Y | -223.6 bp | -28.2 | -57.0 | ||
| Russia 10Y | -499.9 bp | +54.0 | -15.2 | ||
| India 10Y | -518.4 bp | +32.9 | -27.0 | ||
| Brazil 10Y | -603.5 bp | +114.1 | -80.5 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.202% | 69.88 | 94.94 | 145.06 | 195.18 | 245.31 | 295.43 | |
| 20 years | 0.983% | 82.23 | 100.31 | 136.46 | 172.61 | 208.77 | 244.92 | |
| 10 years | 0.616% | 94.04 | 103.71 | 123.05 | 142.39 | 161.73 | 181.07 | |
| 7 years | 0.454% | 96.88 | 103.75 | 117.50 | 131.25 | 145.00 | 158.75 | |
| 5 years | 0.449% | 97.78 | 102.72 | 112.58 | 122.45 | 132.32 | 142.19 | |
| 4 years | 0.387% | 98.47 | 102.43 | 110.35 | 118.27 | 126.20 | 134.12 | |
| 3 years | 0.310% | 99.08 | 102.06 | 108.02 | 113.98 | 119.95 | 125.91 | |
| 2 years | 0.318% | 99.37 | 101.36 | 105.34 | 109.32 | 113.30 | 117.28 | |
| 1 year | 0.256% | 99.74 | 100.74 | 102.74 | 104.73 | 106.73 | 108.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||